CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3327 |
1.3342 |
0.0015 |
0.1% |
1.3534 |
| High |
1.3418 |
1.3464 |
0.0046 |
0.3% |
1.3576 |
| Low |
1.3297 |
1.3311 |
0.0014 |
0.1% |
1.3240 |
| Close |
1.3325 |
1.3354 |
0.0029 |
0.2% |
1.3259 |
| Range |
0.0121 |
0.0153 |
0.0032 |
26.4% |
0.0336 |
| ATR |
0.0165 |
0.0164 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
3,392 |
2,297 |
-1,095 |
-32.3% |
5,598 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3835 |
1.3748 |
1.3438 |
|
| R3 |
1.3682 |
1.3595 |
1.3396 |
|
| R2 |
1.3529 |
1.3529 |
1.3382 |
|
| R1 |
1.3442 |
1.3442 |
1.3368 |
1.3486 |
| PP |
1.3376 |
1.3376 |
1.3376 |
1.3398 |
| S1 |
1.3289 |
1.3289 |
1.3340 |
1.3333 |
| S2 |
1.3223 |
1.3223 |
1.3326 |
|
| S3 |
1.3070 |
1.3136 |
1.3312 |
|
| S4 |
1.2917 |
1.2983 |
1.3270 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4366 |
1.4149 |
1.3444 |
|
| R3 |
1.4030 |
1.3813 |
1.3351 |
|
| R2 |
1.3694 |
1.3694 |
1.3321 |
|
| R1 |
1.3477 |
1.3477 |
1.3290 |
1.3418 |
| PP |
1.3358 |
1.3358 |
1.3358 |
1.3329 |
| S1 |
1.3141 |
1.3141 |
1.3228 |
1.3082 |
| S2 |
1.3022 |
1.3022 |
1.3197 |
|
| S3 |
1.2686 |
1.2805 |
1.3167 |
|
| S4 |
1.2350 |
1.2469 |
1.3074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3576 |
1.3240 |
0.0336 |
2.5% |
0.0150 |
1.1% |
34% |
False |
False |
2,103 |
| 10 |
1.3630 |
1.3240 |
0.0390 |
2.9% |
0.0136 |
1.0% |
29% |
False |
False |
1,615 |
| 20 |
1.3874 |
1.3240 |
0.0634 |
4.7% |
0.0162 |
1.2% |
18% |
False |
False |
1,271 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
8.0% |
0.0169 |
1.3% |
18% |
False |
False |
922 |
| 60 |
1.4231 |
1.3161 |
0.1070 |
8.0% |
0.0162 |
1.2% |
18% |
False |
False |
660 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0139 |
1.0% |
15% |
False |
False |
497 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0121 |
0.9% |
15% |
False |
False |
399 |
| 120 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0106 |
0.8% |
15% |
False |
False |
333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4114 |
|
2.618 |
1.3865 |
|
1.618 |
1.3712 |
|
1.000 |
1.3617 |
|
0.618 |
1.3559 |
|
HIGH |
1.3464 |
|
0.618 |
1.3406 |
|
0.500 |
1.3388 |
|
0.382 |
1.3369 |
|
LOW |
1.3311 |
|
0.618 |
1.3216 |
|
1.000 |
1.3158 |
|
1.618 |
1.3063 |
|
2.618 |
1.2910 |
|
4.250 |
1.2661 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3388 |
1.3353 |
| PP |
1.3376 |
1.3353 |
| S1 |
1.3365 |
1.3352 |
|